Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-10-20 0.568673 0.638457 0.717217 0.813479 0.929044 1.064730 1.238226
2024-10-27 0.483153 0.567610 0.669481 0.803631 0.979112 1.206071 1.531029
2024-11-03 0.443571 0.540800 0.664760 0.838902 1.085129 1.434386 1.995431
2024-11-10 0.418617 0.527198 0.672624 0.889456 1.219795 1.734062 2.669089
2024-11-17 0.387053 0.499931 0.657123 0.903158 1.302407 1.977387 3.357163
2024-11-24 0.357150 0.470969 0.634683 0.901727 1.359744 2.194756 4.107865
2024-12-01 0.323455 0.432862 0.593924 0.864695 1.348801 2.284661 4.639384
2024-12-08 0.295559 0.400561 0.558270 0.830529 1.335768 2.366813 5.207777
2024-12-15 0.282898 0.389758 0.554534 0.849233 1.424628 2.692105 6.694191
2024-12-22 0.280176 0.393695 0.574407 0.912067 1.615512 3.331675 9.942574
2024-12-29 0.270225 0.385238 0.572696 0.934740 1.728034 3.831807 13.529210
2025-01-05 0.255442 0.367759 0.553807 0.921488 1.756599 4.112072 16.656616
2025-01-12 0.240378 0.349757 0.534138 0.907846 1.791486 4.468431 21.577179
2025-01-19 0.224555 0.329332 0.508299 0.878078 1.780136 4.674023 26.377400
2025-01-26 0.218072 0.324124 0.509363 0.904978 1.924520 5.557845 43.587299
2025-02-02 0.214463 0.323491 0.518722 0.951619 2.141195 6.972065 91.555410
2025-02-09 0.206543 0.314678 0.511637 0.959929 2.249801 8.035248 176.192201
2025-02-16 0.197723 0.303638 0.499186 0.953743 2.312175 8.951698 350.685271
2025-02-23 0.185798 0.286293 0.472915 0.910695 2.240910 9.000402 488.927542
2025-03-02 0.175230 0.270871 0.449456 0.872014 2.176537 9.061715 716.272931
2025-03-09 0.171138 0.267025 0.448979 0.890675 2.321187 10.826112 5774.346258
2025-03-16 0.171567 0.271508 0.465883 0.956894 2.674238 15.244587 NaN
2025-03-23 0.168086 0.268400 0.466598 0.980409 2.872981 19.027061 NaN